About the location (from Wiki):
Bukit Jalil National Stadium in Bukit Jalil, located in the National Sports Complex to the south of the capital city of Malaysia Kuala Lumpur, is a 87,411 capacity all-seater, multi-purpose stadium that was built in 1998 to host the 1998 Commonwealth Games. It also served as the main stadium of the 2001 Southeast Asian Games. The Bukit Jalil’s capacity makes it the 25th largest stadium in the world and the 10th Biggest Football Stadium. It was built by United Engineers Malaysia, Bhd, and completed three months ahead of schedule. Designed to host a multitude of events, the National Stadium is the central and most prominent sports venue at the 1.2 km² National Sports Complex in Bukit Jalil.

Movies shot at this location:
Nee Soku Maada from Krishna
Nee Thaan En Desiya Geetham from Paarthaale Paravasam
HaiyyO HaiyyO from M.Kumaran S/O Mahalakshmi
Dil Ne Kar Liya from Humraaz
Mitwa song from Kabhi Alvida Na Kehna
Tala Tala Taraka song from Premaku Velayara